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These messages are received by the "on(...)" methods of a handler implementing the MFMarketDataHandler interface.
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LogonResponse
Called upon a successful logon.
Logout
Called when a logout is request requested to the client. The client should respond with a logout response.
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Called when a heartbeat is received. Heartbeats are only sent from the server if
SecurityDefinition
call on each security definition in response to a security definition request.
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Called on the beginning of a group of marketdata updates. Contains header information about the group of MDEntry objects that will follow. There will be at least 1 onMDEntry call that follows this call.
MDEntry
Called (at least once) after a MarketDataIncrementalRefresh; once for each update in the group.
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Called to signal that a EBS batch is complete.
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MFMarketDataSession MFMarketData
onStart()
logon()
onConnect()
onLogonResponse()
securityDefintionRequest()
onSecurityDefinition()
marketDataRequest()
onSecurityStatus()
onMarketDataIncrementalRefresh()
onMDEntry()
Figure 4.1. – Showing the flow to demonstrate subscribing to market data. After sending a MarketDataRequest, the client will receive a SecurityStatus message, which will indicate the status of the subscription, as well as the trade and value date of the instrument. Then the client will receive a "snapshot", which will be the first MarketDataIncrementalRefresh group (which will have "numMDEntries" MDEntry messages following it, which are part of the same update), where the first entry will be an entry of type EmptyBook.
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